+7.5%
SMR vs STZ
-38.4%
+45.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.3% |
| 7D | +13.1% | -6.0% | +19.1% | +13.2% |
| 30D | +17.8% | -8.9% | +26.6% | +18.0% |
| 3M | +8.1% | -12.6% | +20.7% | +8.6% |
| 6M | -11.1% | -17.2% | +6.1% | -10.4% |
| YTD | -23.7% | -10.0% | -13.7% | -24.4% |
| 1Y | -69.4% | -14.3% | -55.1% | -69.5% |
| 3Y | +82.6% | -49.9% | +132.5% | +106.4% |
| All | +7.5% | -38.4% | +45.9% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling